Last Update: 20 Sep 2021 5:15 GMT+0
The Egypt 10Y Government Bond has a 15.238% yield.
10 Years vs 2 Years bond spread is 105.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.25% (last modification in November 2020).
The Egypt credit rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 439.25 and implied probability of default is 7.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 91.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 76.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 105.4 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 8.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 439.25 | -1.39 % | +2.39 % | +54.01 % | 7.32 % |
Egypt Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 12.947% | -80.2 bp | -63.3 bp | ||||||
| 6 months | 12.890% | -62.7 bp | -80.2 bp | ||||||
| 9 months | 12.845% | -56.0 bp | -61.7 bp | ||||||
| 1 year | 13.269% | -5.0 bp | -8.9 bp | 88.29 | +0.05 % | +0.08 % | |||
| 2 years | 14.184% | -26.2 bp | +3.6 bp | 76.70 | +0.46 % | -0.07 % | |||
| 3 years | 15.043% | -14.1 bp | +48.4 bp | 65.68 | +0.37 % | -1.25 % | |||
| 5 years | 14.950% | -37.9 bp | +6.9 bp | 49.83 | +1.67 % | -0.30 % | |||
| 7 years | 15.094% | -30.0 bp | +17.0 bp | 37.38 | +1.85 % | -1.03 % | |||
| 10 years | 15.238% | -37.8 bp | +10.4 bp | 24.21 | +3.33 % | -0.90 % | |||
Egypt 10Y Bond Yield Spread
The Egypt 10Y Government Bond has a 15.238% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 1552.0 bp | -59.1 bp | +9.8 bp | Compare | |
| Japan 10Y | 1519.3 bp | -41.7 bp | +16.8 bp | Compare | |
| France 10Y | 1519.1 bp | -57.3 bp | +1.6 bp | Compare | |
| Spain 10Y | 1488.3 bp | -52.1 bp | +9.4 bp | Compare | |
| Italy 10Y | 1452.0 bp | -54.9 bp | +5.3 bp | Compare | |
| United Kingdom 10Y | 1439.0 bp | -69.9 bp | +10.2 bp | Compare | |
| Canada 10Y | 1395.5 bp | -51.8 bp | +41.3 bp | Compare | |
| Australia 10Y | 1391.1 bp | -63.2 bp | +62.6 bp | Compare | |
| United States 10Y | 1387.5 bp | -48.6 bp | +47.1 bp | Compare | |
| China 10Y | 1234.7 bp | -40.1 bp | +48.1 bp | Compare | |
| India 10Y | 907.8 bp | -30.4 bp | +13.7 bp | Compare | |
| Russia 10Y | 815.3 bp | -51.3 bp | +5.4 bp | Compare | |
| Brazil 10Y | 414.8 bp | -82.1 bp | -234.5 bp | Compare |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 15.238% | 24.21 | 29.19 | 39.13 | 49.08 | 59.03 | 68.97 | |
| 7 years | 15.094% | 37.38 | 41.53 | 49.83 | 58.12 | 66.42 | 74.72 | |
| 5 years | 14.950% | 49.83 | 53.18 | 59.89 | 66.61 | 73.32 | 80.03 | |
| 3 years | 15.043% | 65.68 | 67.96 | 72.52 | 77.09 | 81.65 | 86.21 | |
| 2 years | 14.184% | 76.70 | 78.34 | 81.63 | 84.91 | 88.20 | 91.48 | |
| 1 year | 13.269% | 88.29 | 89.17 | 90.93 | 92.70 | 94.47 | 96.23 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||